I would suggest that you get in touch with your shell supplier and discuss 3d printed solutions for the grilles. The distinct advantage of doing this is that he already has the cad done for the compound curves of the sheet metal, so creating an infill piece to match the opening would be relatively simple and probably more accurate than just about anything you can fabricate. Frankly, I'm surprised such a part isn't already available.
One possibility would be to achieve the same result as your vacuum forming idea above, if the parts could be printed in clear resin. The part could be designed with the grilles as raised entities, with some relief from the background surface.
A second possibility if you want truly separate grilles, would be to 3d print a fixture of appropriate size for the openings. The fixture would have grooves in the fixture surface to hold wire (or styrene rod) of appropriate diameter while you solder or glue it. I like the idea of styrene rod since you could solvent weld it very quickly, and I believe most of the 3d printer resins do not react to solvents so you wouldn't glue the grilles to the fixture. Also, of course soldering would be an issue with a resin fixture.
It would look something like the following. This fixture is intended to be used to bend a two-layer etched metal grille for an sw1500 radiator core screen, while preventing deformation of the bars. This part is much simpler than the grilles you need, but the important idea is the method of using 3d modeling and printing to achieve the complex shape of the fixture.
You're already on board with forming the grilles from individual wires/bars, so you're clearly not turned off by the effort involved. A fixture would almost certainly improve your results. I think a multi-layered approach with truly separate grilles and some 3d printed background parts will yield the best results, and do justice to the rest of the model.
Good luck no matter which solution you choose.
Jim